Title Page
Contents
ABSTRACT 8
Ⅰ. Introduction 10
Ⅱ. Related Works 12
2.1. Perceptually Important Points (PIPs) 12
2.2. Template Matching 16
Ⅲ. Proposed Model 18
3.1. N pattern 18
3.2. EMA cross 19
3.3. Template and Threshold Generating 21
3.3.1. N pattern and 10EMA-60EMA combined model pattern recognition 21
3.3.2. Template Building 21
3.3.3. Template Matching 21
3.3.4. Threshold Determining 21
3.4. Investment strategy developing 22
Ⅳ. Model Evaluation 22
Ⅴ. Conclusion 27
References 28
Abstract (in Korean) 31
〈Table 4-1〉 Crude Oil (60m) 24
〈Table 4-2〉 Crude Oil (180m) 24
〈Table 4-3〉 NASDAQ100 (60m) 25
〈Table 4-4〉 NASDAQ100 (180m) 25
〈Table 4-5〉 S&P500 (60m) 26
〈Table 4-6〉 S&P500 (180m) 26
〈Figure 2-1〉 Euclidean Distance 14
〈Figure 2-2〉 Perpendicular Distance 14
〈Figure 2-3〉 Vertical Distance 15
〈Figure 2-4〉 The identification process of N pattern 15
〈Figure 2-5〉 Bull flag pattern template 17
〈Figure 3-1〉 N pattern 18
〈Figure 3-2〉 EMA Golden Cross 19
〈Figure 3-3〉 Flowchart of the proposed model 20